+319.3%
CSCO vs GAP
+9.5%
+309.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -17.1% | -5.4% | -11.7% | -16.5% |
| 3M | -19.6% | +2.9% | -22.5% | -20.3% |
| 6M | +2.4% | -4.4% | +6.8% | +2.1% |
| YTD | +29.8% | -11.6% | +41.4% | +30.3% |
| 1Y | +38.7% | -6.0% | +44.7% | +37.6% |
| 3Y | +101.3% | +78.0% | +23.3% | +71.8% |
| 5Y | +94.8% | +8.5% | +86.3% | +72.0% |
| All | +319.3% | +9.5% | +309.8% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling